Biography
Research & Achievement
Projects
Teaching
2013.9 - 2017.1, Ph.D., Department of Management and Economics, Tianjin University
2011.9 - 2014.1,Master, School of Electrical Automation and Information Engineering, TianjinUniversity
2007.9 - 2011.7,Bachelor, School of Automation, Chongqing University
2022.12-, Associate Professor, Department of Financial Management, Nankai University Business School
2019.7-2022.11,Lecturer, Department of Financial Management, Nankai University Business School
2017.6-2019.6, Postdoctoral Fellow, Department of Financial Management, School of Business,Nankai University
1) ZhangH., Guo B., Liu L. Time-varying bond risk premia in China. Journalof Empirical Finance, 2022, 65, 51-76.
2) ZhangH. An inflation-based ICAPM in China. Pacific-Basin Finance Journal,2021, 68, 101601.
3) ZhangH., Fan X., Guo B., Zhang W. Reexamining time-varying bond risk premia inthe post-financial crisis era. Journal of Economic Dynamics and Control,2019, 109, 103777.
4)Guo B., Zhang W., Zhang Y., Zhang H (corresponding author).The five-factor asset pricing model tests for the Chinese stock market. Pacific-BasinFinance Journal, 2017, 43, 84-106.
5) ZhangHan, Li Li, Guo Bin. Arbitrage pricing model in stock market: Modification basedon macro information. Statistics & Decision (in Chinese), 2020, (17),148-152.
6) ZhangHan, Guo Bin, Li Li. Prediction of stock returns under bond marketinformation - Based on Bootstrap small sample test analysis. SystemsEngineering (in Chinese), 2018, 36(11), 31-45.
7)Yang Baochen, Zhang Han (corresponding author). Technical analysis,agent heterogeneity and asset pricing. Journal of Management Sciences inChina (in Chinese), 2017, 20(06), 101-110.
8) Yang Baochen, Zhang Han (corresponding author). Time-varying risk premia in Chinese Bond Market: Latent information in the forward rates. Journal of Management Science (in Chinese), 2016, 29(06), 2-16.
1)National Natural Science Foundation of China, ''Fragile expectation andtreasury bond pricing'' (72201139).
2)Fundamental Research Funds for the Central Universities, ''Enterpriseinformation disclosure quality and stock pricing under the reform ofregistration system - based on the perspective of investor beliefs'' (63222062).
3)Fundamental Research Funds for the Central Universities, ''Research on jointpricing of stocks and bonds under macro-risks'' (63202031).
4)China Postdoctoral Science Foundation, ''Investigation on bond pricingmechanism powered by big data'' (2018M631722).
